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All sourcesNASA NTRSDOE OSTI
NASA NTRS2019

Computational Bayesian Methods Applied to Complex Problems in Bio and Astro Statistics

In this dissertation we apply computational Bayesian methods to three distinct problems. In the first chapter, we address the issue of unrealistic covariance matrices used to estimate collision probabilities. We model covariance matrices with a Bayesian Normal-Inverse-Wishart model, which we fit with Gibbs sampling. In the second chapter, we are interested in determining the sample sizes necessary to achieve a particular interval width and establish non-inferiority in the analysis of prevalences using two fallible tests. To this end, we use a third order asymptotic approximation. In the third chapter, we wish to synthesize evidence across multiple domains in measurements taken longitudinally across time, featuring a substantial amount of structurally missing data, and fit the model with Hamiltonian Monte Carlo in a simulation to analyze how estimates of a parameter of interest change across sample sizes.

Elrod, Chris↗
NASA NTRSDate not supplied

Simultaneous Stoquasticity

Stoquastic Hamiltonians play a role in the computational complexity of the local Hamiltonian problem as well as the study of classical simulability. In particular, stoquastic Hamiltonians can be straightforwardly simulated using Monte Carlo techniques. We address the question of whether two or more Hamiltonians may be made simultaneously stoquastic via a unitary transformation. This question has important implications for the complexity of simulating quantum annealing where quantum advantage is related to the stoquasticity of the Hamiltonians involved in the anneal. We find that for almost all problems no such unitary exists and show that the problem of determining the existence of such a unitary is equivalent to identifying if there is a solution to a system of polynomial (in)equalities in the matrix elements of the initial and transformed Hamiltonians. Solving such a system of equations is NP-hard. We highlight a geometric understanding of this problem in terms of a collection of generalized Bloch vectors.

Monte Carlo↗
NASA NTRS2022

Simultaneous Stoquasticity

Stoquastic Hamiltonians play a role in the computational complexity of the local Hamiltonian problem as well as the study of classical simulability. In particular, stoquastic Hamiltonians can be straightforwardly simulated using Monte Carlo techniques. We address the question of whether two or more Hamiltonians may be made simultaneously stoquastic via a unitary transformation. This question has important implications for the complexity of simulating quantum annealing where quantum advantage is related to the stoquasticity of the Hamiltonians involved in the anneal. We find that for almost all problems no such unitary exists and show that the problem of determining the existence of such a unitary is equivalent to identifying if there is a solution to a system of polynomial (in)equalities in the matrix elements of the initial and transformed Hamiltonians. Solving such a system of equations is NP-hard. We highlight a geometric understanding of this problem in terms of a collection of generalized Bloch vectors.

Jacob Bringewatt↗
NASA NTRS2006

Exploring the Connection Between Sampling Problems in Bayesian Inference and Statistical Mechanics

The Bayesian and statistical mechanical communities often share the same objective in their work - estimating and integrating probability distribution functions (pdfs) describing stochastic systems, models or processes. Frequently, these pdfs are complex functions of random variables exhibiting multiple, well separated local minima. Conventional strategies for sampling such pdfs are inefficient, sometimes leading to an apparent non-ergodic behavior. Several recently developed techniques for handling this problem have been successfully applied in statistical mechanics. In the multicanonical and Wang-Landau Monte Carlo (MC) methods, the correct pdfs are recovered from uniform sampling of the parameter space by iteratively establishing proper weighting factors connecting these distributions. Trivial generalizations allow for sampling from any chosen pdf. The closely related transition matrix method relies on estimating transition probabilities between different states. All these methods proved to generate estimates of pdfs with high statistical accuracy. In another MC technique, parallel tempering, several random walks, each corresponding to a different value of a parameter (e.g. "temperature"), are generated and occasionally exchanged using the Metropolis criterion. This method can be considered as a statistically correct version of simulated annealing. An alternative approach is to represent the set of independent variables as a Hamiltonian system. Considerab!e progress has been made in understanding how to ensure that the system obeys the equipartition theorem or, equivalently, that coupling between the variables is correctly described. Then a host of techniques developed for dynamical systems can be used. Among them, probably the most powerful is the Adaptive Biasing Force method, in which thermodynamic integration and biased sampling are combined to yield very efficient estimates of pdfs. The third class of methods deals with transitions between states described by rate constants. These problems are isomorphic with chemical kinetics problems. Recently, several efficient techniques for this purpose have been developed based on the approach originally proposed by Gillespie. Although the utility of the techniques mentioned above for Bayesian problems has not been determined, further research along these lines is warranted

Pohorille, Andrew↗
NASA NTRS1993

Thermophysical properties of simple liquid metals: A brief review of theory

In this paper, we review the current theory of the thermophysical properties of simple liquid metals. The emphasis is on thermodynamic properties, but we also briefly discuss the nonequilibrium properties of liquid metals. We begin by defining a 'simple liquid metal' as one in which the valence electrons interact only weakly with the ionic cores, so that the interaction can be treated by perturbation theory. We then write down the equilibrium Hamiltonian of a liquid metal as a sum of five terms: the bare ion-ion interaction, the electron-electron interaction, the bare electron-ion interaction, and the kinetic energies of electrons and ions. Since the electron-ion interaction can be treated by perturbation, the electronic part contributes in two ways to the Helmholtz free energy: it gives a density-dependent term which is independent of the arrangement of ions, and it acts to screen the ion-ion interaction, giving rise to effective ion-ion pair potentials which are density-dependent, in general. After sketching the form of a typical pair potential, we briefly enumerate some methods for calculating the ionic distribution function and hence the Helmholtz free energy of the liquid: monte Carlo simulations, molecular dynamics simulations, and thermodynamic perturbation theory. The final result is a general expression for the Helmholtz free energy of the liquid metal. It can be used to calculate a wide range of thermodynamic properties of simple metal liquids, which we enumerate. They include not only a range of thermodynamic coefficients of both metals and alloys, but also many aspects of the phase diagram, including freezing curves of pure elements and phase diagrams of liquid alloys (including liquidus and solidus curves). We briefly mention some key discoveries resulting from previous applications of this method, and point out that the same methods work for other materials not normally considered to be liquid metals (such as colloidal suspensions, in which the suspended microspheres behave like ions screened by the salt solution in which they are suspended). We conclude with a brief discussion of some non-equilibrium (i.e., transport) properties which can be treated by an extension of these methods. These include electrical resistivity, thermal conductivity, viscosity, atomic self-diffusion coefficients, concentration diffusion coefficients in alloys, surface tension and thermal emissivity. Finally, we briefly mention two methods by which the theory might be extended to non-simple liquid metals: these are empirical techniques (i.e., empirical two- and three-body potentials), and numerical many-body approaches. Both may be potentially applicable to extremely complex systems, such as nonstoichiometric liquid semiconductor alloys.

Stroud, David↗